The next subsection describes a bound on simple regret. The following subsection then explains the novel analysis technique used to establish this bound, which implicitly uses inverse propensity weights [1]} to show the posterior of the best-arm concentrates once enough contexts are observed. A challenge in the proof is that DTS violates the so-called overlap condition, which is core to most understanding of propensity-score methods [2]}. The randomized nature of deconfounded TS underlies our analysis technique, and given the failure of deconfounded UCB this appears to be more than an artifact of the chosen proof technique.
